| Publication | Date of Publication | Type |
|---|
On a class of stochastic fractional heat equations
Proceedings of the American Mathematical Society | 2024-12-18 | Paper |
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
Random Matrices: Theory and Applications | 2024-08-26 | Paper |
Stochastic fractional diffusion equations with Gaussian noise rough in space
Bernoulli | 2024-07-02 | Paper |
On eigenvalues of the Brownian sheet matrix
Stochastic Processes and their Applications | 2024-01-29 | Paper |
Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting
IMRN. International Mathematics Research Notices | 2024-01-25 | Paper |
On a class of stochastic fractional heat equations
| 2023-11-20 | Paper |
Stochastic partial differential equations associated with Feller processes
| 2023-10-28 | Paper |
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
Transactions of the American Mathematical Society | 2023-05-16 | Paper |
A new correlation inequality for Ising models with external fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-05-12 | Paper |
Stochastic fractional diffusion equations with Gaussian noise rough in space
| 2023-03-21 | Paper |
Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Moments and asymptotics for a class of SPDEs with space-time white noise
| 2022-06-20 | Paper |
Solving the hyperbolic Anderson model 1: Skorohod setting
| 2021-12-09 | Paper |
On collision of multiple eigenvalues for matrix-valued Gaussian processes
| 2020-06-29 | Paper |
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
| 2020-01-26 | Paper |
High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes
| 2019-08-09 | Paper |
Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
SIAM Journal on Mathematical Analysis | 2019-04-18 | Paper |
Temporal asymptotics for fractional parabolic Anderson model
Electronic Journal of Probability | 2018-05-15 | Paper |
Nonlinear Feynman-Kac formulae for SPDEs with space-time noise
| 2017-12-01 | Paper |
On a class of stochastic partial differential equations
Stochastic Processes and their Applications | 2016-11-30 | Paper |
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
Stochastics | 2016-11-25 | Paper |
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
Statistical Inference for Stochastic Processes | 2015-10-05 | Paper |
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
Journal of Theoretical Probability | 2014-11-17 | Paper |
Maximum principle for general controlled systems driven by fractional Brownian motions
Applied Mathematics and Optimization | 2013-08-09 | Paper |
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Some results on backward stochastic differential equations driven by fractional Brownian motions
| 2013-06-12 | Paper |
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Asymptotic behavior of the solution of heat equation driven by fractional white noise
Statistics & Probability Letters | 2012-05-18 | Paper |
Feynman-Kac formula for fractional heat equation driven by fractional white noise
| 2012-03-02 | Paper |
Feynman-Kac formula for heat equation driven by fractional white noise
The Annals of Probability | 2011-02-09 | Paper |
Fractional martingales and characterization of the fractional Brownian motion
The Annals of Probability | 2010-05-17 | Paper |
Integral representation of renormalized self-intersection local times
Journal of Functional Analysis | 2009-02-10 | Paper |
